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SIVIX: STATE STREET INSTITUTIONAL SMALL-CAP EQUITY FUND INVESTMENT CLASS (MUTUAL FUND)
Basic Info 17.27 0.1(0.58%) April 29
Asset Class: | SMALL BLEND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/17/2006 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 04/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 08/17/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 0.5 | 14.4 | 0.4 | 7.8 | 8.1 | 12.2 | 8.4 | 14.8 | -15.0 | 21.5 | 15.2 | 26.7 | -10.1 | 13.2 | 20.2 | -3.9 | 4.2 | 37.3 | 14.9 | 3.3 | 27.7 | 30.6 | -36.7 | 2.5 | 10.1 |
Sharpe Ratio | NA | -0.24 | 0.61 | -0.1 | 0.25 | 0.34 | NA | 0.33 | 0.53 | -0.65 | 1.16 | 0.4 | 1.43 | -0.67 | 1.14 | 1.14 | -0.25 | 0.3 | 2.92 | 0.96 | 0.11 | 1.34 | 1.02 | -0.89 | -0.02 | 2.05 |
Draw Down(%) | NA | 7.3 | 16.1 | 26.5 | 43.9 | 43.9 | NA | 56.5 | 16.1 | 24.4 | 9.3 | 41.5 | 9.1 | 26.0 | 5.7 | 13.9 | 14.6 | 12.6 | 5.0 | 11.5 | 25.4 | 15.5 | 27.1 | 51.7 | 11.9 | 2.9 |
Standard Deviation(%) | NA | 17.1 | 19.2 | 21.1 | 24.9 | 20.6 | NA | 22.7 | 20.0 | 25.4 | 18.6 | 37.2 | 17.7 | 17.0 | 11.1 | 17.5 | 15.6 | 14.1 | 12.8 | 15.6 | 30.0 | 20.6 | 29.8 | 42.0 | 18.9 | 12.8 |
Treynor Ratio | NA | -0.04 | 0.12 | -0.02 | 0.07 | 0.07 | NA | 0.07 | 0.11 | -0.17 | 0.19 | 0.18 | 0.23 | -0.13 | 0.09 | 0.17 | -0.04 | 0.04 | 0.36 | 0.13 | 0.03 | 0.26 | 0.29 | -0.39 | 0.0 | 0.17 |
Alpha | NA | -0.09 | -0.03 | -0.03 | -0.01 | -0.01 | NA | 0.0 | -0.03 | 0.01 | -0.03 | 0.01 | -0.02 | -0.03 | -0.06 | 0.02 | -0.02 | -0.04 | 0.01 | -0.01 | 0.01 | 0.04 | 0.01 | 0.0 | -0.01 | -0.04 |
Beta | NA | 1.06 | 0.95 | 1.0 | 0.93 | 0.95 | NA | 1.0 | 0.99 | 0.98 | 1.11 | 0.85 | 1.12 | 0.89 | 1.37 | 1.18 | 0.92 | 1.09 | 1.04 | 1.13 | 1.24 | 1.08 | 1.05 | 0.96 | 1.1 | 1.52 |
RSquared | NA | 0.52 | 0.33 | 0.68 | 0.63 | 0.67 | NA | 0.78 | 0.42 | 0.86 | 0.61 | 0.63 | 0.63 | 0.8 | 0.67 | 0.78 | 0.83 | 0.77 | 0.81 | 0.86 | 0.93 | 0.89 | 0.92 | 0.88 | 0.87 | 0.74 |
Yield(%) | N/A | 0.0 | 8.1 | 7.9 | 8.2 | 8.3 | 14.4 | N/A | 8.2 | 3.9 | 17.3 | 3.5 | 7.5 | 14.8 | 9.6 | 0.0 | 11.2 | 10.8 | 12.3 | 9.1 | 1.0 | 0.1 | 0.4 | 0.6 | 10.4 | 7.9 |
Dividend Growth(%) | N/A | -100.0 | 68.4 | 18.0 | -19.6 | N/A | N/A | N/A | 68.4 | -76.2 | 444.3 | -44.0 | -62.5 | 59.9 | N/A | -100.0 | -2.4 | 4.5 | 45.7 | 820.0 | 1400.0 | -75.0 | -55.6 | -94.3 | 34.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/17/2006
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